+481.5%
AXP vs MOD
+916.1%
-434.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.4% | +23.6% | +6.7% |
| 7D | +4.6% | -31.3% | +35.9% | +12.3% |
| 30D | +9.7% | -46.1% | +55.9% | +23.6% |
| 3M | -3.8% | -51.1% | +47.4% | +10.0% |
| 6M | +4.8% | -62.1% | +66.9% | +23.9% |
| YTD | -9.1% | -26.2% | +17.1% | -9.9% |
| 1Y | -6.7% | -32.6% | +25.9% | -6.4% |
| 3Y | +125.2% | +133.8% | -8.6% | +52.7% |
| 5Y | +105.0% | +792.8% | -687.8% | -7.2% |
| 10Y | +481.5% | +959.8% | -478.3% | +112.9% |
| All | +481.5% | +916.1% | -434.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling